Matches in SemOpenAlex for { <https://semopenalex.org/work/W4381620525> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W4381620525 endingPage "102079" @default.
- W4381620525 startingPage "102079" @default.
- W4381620525 abstract "This study investigates the role of analysts on the relationship between trend information and cross-sectional returns. Our results show that the trend information about past price and trading volume significantly predicts future stock returns in the Chinese stock market. The trend effect is more pronounced among stocks without analyst coverage or low analyst coverage, which indicates that analysts play an important role in disseminating information and helping information to be incorporated into stock price more quickly, thus reducing mispricing and weakening the trend effect. Considering the information's updates from analysts, the findings suggest that the trend effect is stronger for stocks with no revision, while the trend effect becomes weaker or even disappears for stocks with upgrade or downgrade revision. Moreover, our results show that analyst recommendations fail to take full advantage of trend information or even contradict trend signals although analyst recommendations do contain forecast information related to future stock returns. Furthermore, we find that analyst recommendations provide additional useful information that can enhance the predictability of trend information, but the value of information reflected in their recommendations cannot offset the value of trend information." @default.
- W4381620525 created "2023-06-23" @default.
- W4381620525 creator A5019908932 @default.
- W4381620525 creator A5040516958 @default.
- W4381620525 creator A5082499006 @default.
- W4381620525 creator A5086417695 @default.
- W4381620525 date "2023-09-01" @default.
- W4381620525 modified "2023-10-15" @default.
- W4381620525 title "Trend information and cross-sectional returns: The role of analysts" @default.
- W4381620525 cites W1963815804 @default.
- W4381620525 cites W1985349674 @default.
- W4381620525 cites W1995834279 @default.
- W4381620525 cites W2002882686 @default.
- W4381620525 cites W2003122475 @default.
- W4381620525 cites W2047707642 @default.
- W4381620525 cites W2055958150 @default.
- W4381620525 cites W2101544483 @default.
- W4381620525 cites W2104697841 @default.
- W4381620525 cites W2104795328 @default.
- W4381620525 cites W2113208252 @default.
- W4381620525 cites W2116988722 @default.
- W4381620525 cites W2125520394 @default.
- W4381620525 cites W2131177033 @default.
- W4381620525 cites W2150843644 @default.
- W4381620525 cites W2317297277 @default.
- W4381620525 cites W2799726843 @default.
- W4381620525 cites W2935769984 @default.
- W4381620525 cites W3021302892 @default.
- W4381620525 cites W3046042582 @default.
- W4381620525 cites W3120634686 @default.
- W4381620525 cites W3121235414 @default.
- W4381620525 cites W3121251852 @default.
- W4381620525 cites W3122109202 @default.
- W4381620525 cites W3122286297 @default.
- W4381620525 cites W3122982827 @default.
- W4381620525 cites W3124591263 @default.
- W4381620525 cites W3124625647 @default.
- W4381620525 cites W3124760570 @default.
- W4381620525 cites W3125689160 @default.
- W4381620525 cites W3126081180 @default.
- W4381620525 cites W4231546411 @default.
- W4381620525 cites W4237239309 @default.
- W4381620525 cites W4242067316 @default.
- W4381620525 doi "https://doi.org/10.1016/j.pacfin.2023.102079" @default.
- W4381620525 hasPublicationYear "2023" @default.
- W4381620525 type Work @default.
- W4381620525 citedByCount "0" @default.
- W4381620525 crossrefType "journal-article" @default.
- W4381620525 hasAuthorship W4381620525A5019908932 @default.
- W4381620525 hasAuthorship W4381620525A5040516958 @default.
- W4381620525 hasAuthorship W4381620525A5082499006 @default.
- W4381620525 hasAuthorship W4381620525A5086417695 @default.
- W4381620525 hasBestOaLocation W43816205251 @default.
- W4381620525 hasConcept C105795698 @default.
- W4381620525 hasConcept C106159729 @default.
- W4381620525 hasConcept C144133560 @default.
- W4381620525 hasConcept C149782125 @default.
- W4381620525 hasConcept C162324750 @default.
- W4381620525 hasConcept C166957645 @default.
- W4381620525 hasConcept C197640229 @default.
- W4381620525 hasConcept C204036174 @default.
- W4381620525 hasConcept C205649164 @default.
- W4381620525 hasConcept C2779628075 @default.
- W4381620525 hasConcept C33923547 @default.
- W4381620525 hasConcept C38652104 @default.
- W4381620525 hasConcept C41008148 @default.
- W4381620525 hasConceptScore W4381620525C105795698 @default.
- W4381620525 hasConceptScore W4381620525C106159729 @default.
- W4381620525 hasConceptScore W4381620525C144133560 @default.
- W4381620525 hasConceptScore W4381620525C149782125 @default.
- W4381620525 hasConceptScore W4381620525C162324750 @default.
- W4381620525 hasConceptScore W4381620525C166957645 @default.
- W4381620525 hasConceptScore W4381620525C197640229 @default.
- W4381620525 hasConceptScore W4381620525C204036174 @default.
- W4381620525 hasConceptScore W4381620525C205649164 @default.
- W4381620525 hasConceptScore W4381620525C2779628075 @default.
- W4381620525 hasConceptScore W4381620525C33923547 @default.
- W4381620525 hasConceptScore W4381620525C38652104 @default.
- W4381620525 hasConceptScore W4381620525C41008148 @default.
- W4381620525 hasFunder F4320321001 @default.
- W4381620525 hasFunder F4320335787 @default.
- W4381620525 hasLocation W43816205251 @default.
- W4381620525 hasOpenAccess W4381620525 @default.
- W4381620525 hasPrimaryLocation W43816205251 @default.
- W4381620525 hasRelatedWork W2041034096 @default.
- W4381620525 hasRelatedWork W2058759559 @default.
- W4381620525 hasRelatedWork W2231089071 @default.
- W4381620525 hasRelatedWork W2392180086 @default.
- W4381620525 hasRelatedWork W2792049201 @default.
- W4381620525 hasRelatedWork W3123131948 @default.
- W4381620525 hasRelatedWork W3206633188 @default.
- W4381620525 hasRelatedWork W3206776788 @default.
- W4381620525 hasRelatedWork W3210842474 @default.
- W4381620525 hasRelatedWork W2049206350 @default.
- W4381620525 hasVolume "80" @default.
- W4381620525 isParatext "false" @default.
- W4381620525 isRetracted "false" @default.
- W4381620525 workType "article" @default.